4 citations · 4 across the 1 of their papers we have counts for
2 papers
stat.ME2025
A self-supervised learning approach for denoising autoregressive models with additive noise: finite and infinite variance cases
Sayantan Banerjee, Agnieszka Wylomanska, Sundar S
The autoregressive time series model is a popular second-order stationary process, modeling a wide range of real phenomena. However, in applications, autoregressive signals are oft…
stat.ME2023★ 4 cited
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Prashant Giri, Aleksandra Grzesiek, Wojciech Żuławiński +2
The time series with periodic behavior, such as the periodic autoregressive (PAR) models belonging to the class of the periodically correlated processes, are present in various rea…